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International Portfolio Management

About this Course

Intrnational Portfolio Managment

This course explains how today's portfolio management industry differs from the Harry Markowitz model and how to master it on your own using the Mythbusters' method and R project as your home financial laboratory.

You will know:

  • the most advanced portfolio management techniques to be used within active, passive and semi-active approaches to investments
  • approaches to conducting empirical experiments and backtests
  • ways to assess the effectiveness of various approaches in portfolio management
  • You will learn:

  • how to understand modern terminology, mathematical notation and R language listings
  • how to use Bloomberg functionality of portfolio optimization and analysis
  • how to understand both scientific and professional literature on portfolio management
  • Who is the course for?

    • Masters in Finance, Engineering, Mathematical Disciplines
    • "Advanced" bachelors of 2–4 years of study
    • Professionals who want to upgrade their skills
    • Programmers wishing to qualify in the investment industry

    Course program:

    • Week 1. Users, Universes and Industry
    • Week 2. Assessing managers and algorithms
    • Week 3. Asset allocation in real and imaginary world
    • Week 4. Advanced methods
    • Week 5. Information sets and global portfolios

    Course Staff

    Course Staff Image #1

    Alexander Didenko,

    PhD in Economics,

    Financial University under the Government of the Russian Federation


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